The sentence "The little Baby said not here to take part for the second time" is not grammatically correct and can be a bit ambiguous. It seems to imply that a baby is expressing that it is not in a certain place to participate in something for the second time, but the phrasing is awkward.
A possible rephrasing could be: "The little baby said that it wasn't here to participate for the second time."
This retains the original meaning while